+356.6%
CRL vs SSNC
+184.4%
+172.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.4% |
| 7D | +5.0% | -0.2% | +5.2% | +5.1% |
| 30D | +13.5% | -1.9% | +15.4% | +14.3% |
| 3M | +21.5% | -0.2% | +21.7% | +20.6% |
| 6M | +103.4% | +19.4% | +84.0% | +77.4% |
| YTD | +71.8% | -8.1% | +79.9% | +77.0% |
| 1Y | +97.5% | -5.3% | +102.8% | +99.4% |
| 3Y | +99.2% | +56.9% | +42.3% | +46.2% |
| 5Y | -12.1% | +8.0% | -20.2% | -19.6% |
| All | +356.6% | +184.4% | +172.1% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling